Parallel Linear Regression on Iterative Reduce and YARN

Online learning techniques, such as Stochastic Gradient Descent (SGD), are powerful when applied to risk minimization and convex games on large problems. However, their sequential design prevents them from taking advantage of newer distributed frameworks such as Hadoop/MapReduce. In this session, we will take a look at how we parallelized linear regression parameter optimization on the next-gen YARN framework Iterative Reduce.